A page index creates an alphabetized list of pages. 

To create a page index, click to insert a new element.

In the Element Gallery, click on the words Hyperlink Elements and click on Page Index. 

Your page will reload and you will see this:

Click on Click here to define the page set index.  You will see this:

You may want to use many of the defaults for these options.  The one option you will probably want to change is the subsite field near the top of the window.  You will probably want to select the subsite where your pages are located.

Click on the Advanced tab for further options for filtering the pages that will appear in your Page Index:

From the different options, select the choices that will give you the pages you wish to display. 

Click on Finish.

Your page will reload and you will see this:

 The yellow circle with the plus sign or the arrow indicates that this is new or changed content.   If you are using the approval process, this circle may be green, light blue or orange, depending on your role in that process.  You will need to submit your change for publication or approval by clicking on the colored circle and selecting the appropriate action.